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Hi R-Community, is there a possibility to adjust a periodical function like s(t) = a1 sin(f1 t) + b1 cos(f1 t) + a2 sin(f2 t) + b2 cos(f2 t) + ... to a time series with R, if necessary with...

Hi R-Community, so far I dealt with univariate processes and used the function "arima" to estimate an ARMA(1,1)-model. For multivariate processes there are the functions "estVARXar" and "estVARXls" from package "DSE". But how can I estimate...

Hi R-Community, I estimated a VARMA model with bft in dse1 without input: A(L)yt = B(L)et I got the auto-regressive polynomial array A and the moving-average polynomial array B, but how can I access...

Hi R-Community, I have a vector of Weibull distributed observations and I would like to estimate the parameters "shape" and "scale" of the Weibull distribution. Is there a way to do this in R? Much thanks in advance, Hagen...

Hi R-Community, I have an historical time series of power prices and would like to determine the daily and yearly seasonal component for forecast purposes. Unfortunately the functions "decompose" and "stl" do not provide an always identical repeating seasonal...

Hi R-Community, I have two correlated time series X[t] and Y[t]. X[t] can be modeled as X[t] = a[1]X[t-1] + a[2]X[t-2] + e[t] + b[1]e[t-1] + b...

Hello, I am trying to get a library for statistical computing. For example, I have to compute the ARIMA parameters of time series and I?d like to do that out of my C/C++ or Fortran source code. The...